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Fast deterministic and randomized algorithms for low-rank approximation, matrix functions, and trace estimation

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On the finite section method for computing exponentials of doubly-infinite skew-Hermitian matrices

Meiyue Shao

Computing the exponential of large-scale skew-Hermitian matrices or parts thereof is frequently required in applications. In this work, we consider the task of extracting finite diagonal blocks from a doubly-infinite skew-Hermitian matrix. These matrices u ...

Elsevier Science Inc2014

Robust Performance Analysis of Single Parameter-dependent Systems with Polynomially Parameter-dependent Lyapunov Matrices

Alireza Karimi

This paper addresses the problem of H-infinity and H-2 performance analysis of continuous-time affine single parameter-dependent systems with polynomially parameter-dependent Lyapunov matrices. First, some necessary and sufficient conditions in terms of li ...

2014

Message-Passing Algorithms for Quadratic Minimization

Nicholas Ruozzi

Gaussian belief propagation (GaBP) is an iterative algorithm for computing the mean (and variances) of a multivariate Gaussian distribution, or equivalently, the minimum of a multivariate positive definite quadratic function. Sufficient conditions, such as ...

Microtome Publ2013

Structured Canonical Forms For Products Of (Skew-) Symmetric Matrices And The Matrix Equation XAX = B

Daniel Kressner, Xin Liu

The contragredient transformation A bar right arrow P-1 AP-(inverted perpendicular) , B bar right arrow P-inverted perpendicular BP of two matrices A, B effects simultaneous similarity transformations of the products AB and BA. This work provides structure ...

Int Linear Algebra Soc2013

Algorithmic aspects of sums of Hermitian squares of noncommutative polynomials

Sabine Burgdorf

This paper presents an algorithm and its implementation in the software package NCSOStools for finding sums of Hermitian squares and commutators decompositions for polynomials in noncommuting variables. The algorithm is based on noncommutative analogs of t ...

Springer2013

The Truncated Tracial Moment Problem

Sabine Burgdorf

We present tracial analogs of the classical results of Curto and Fialkow on moment matrices. A sequence of real numbers indexed by words in noncommuting variables with values invariant under cyclic permutations of the indexes, is called a tracial sequence. ...

Theta Foundation2012

Clebsch Optimal Control Formulation In Mechanics

Tudor Ratiu, François Gay-Balmaz

This paper introduces and studies a class of optimal control problems based on the Clebsch approach to Euler-Poincare dynamics. This approach unifies and generalizes a wide range of examples appearing in the literature: the symmetric formulation of N-dimen ...

2011

On the computation of structured singular values and pseudospectra

Daniel Kressner, Effrosyni Kokiopoulou

Structured singular values and pseudospectra play an important role in assessing the properties of a linear system under structured perturbations. This paper discusses computational aspects of structured pseudospectra for structures that admit an eigenvalu ...

2010

A Class of Integrable Flows on the Space of Symmetric Matrices

Tudor Ratiu

For a given skew symmetric real n x n matrix N, the bracket X, Y = XNY - YNX defines a Lie algebra structure on the space Sym(n, N) of symmetric n x n real matrices and hence a corresponding Lie-Poisson structure. The purpose of this paper is to inves ...

Springer Verlag2009

Structured Hölder condition numbers for multiple eigenvalues

Daniel Kressner

The sensitivity of a multiple eigenvalue of a matrix under perturbations can be measured by its Hölder condition number. Various extensions of this concept are considered. A meaningful notion of structured Hölder condition numbers is introduced, and it is ...

Society for Industrial and Applied Mathematics2009